Large scale predictive analytics for anomaly detection - Nicolas Hohn

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© 2014 Guavus, Inc. All rights reserved. Nicolas Hohn Director of Analytics Guavus LARGE SCALE PREDICTIVE ANALYTICS FOR ANOMALY DETECTION 2015

Transcript of Large scale predictive analytics for anomaly detection - Nicolas Hohn

Page 1: Large scale predictive analytics for anomaly detection - Nicolas Hohn

© 2014 Guavus, Inc. All rights reserved.

Nicolas Hohn Director of Analytics Guavus

LARGE SCALE PREDICTIVE ANALYTICS FOR ANOMALY DETECTION

2015

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Guavus Applications Focus

Planning Engineering

•  Network Analytics •  Capacity Management •  Trending & Forecasting •  Value-based

Network Planning

•  Quality of Experience •  Complaints Mitigation •  Proactive Care •  Revenue Assurance •  Self Care Usage Portal

Network Operations Marketing Care

•  Service Management •  QoS Management •  Performance Monitoring •  Proactive Service

Assurance

•  Subscriber Profiling •  Personalization &

Targeting •  CSP Data

Monetization

Service Assurance Customer Experience

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Anomaly Detection •  Anomaly: something that is unusual or unexpected

•  Detection: extraction of particular information from a larger stream of information

without specific cooperation from or synchronization with the sender

Implementation •  Rule based: manual thresholds •  Automated: thresholds set by machine learning

Operational Intelligence

Service Degrading Problem!

Service Anomalies

Identification!

Root-Cause Analysis!

Problem Resolution!

Quantify how ‘unusual’ a signal value is

Unsupervised learning to send trigger when signal is ‘unexpected enough’

DOES NOT SCALE

spike step slope

time time time

KP

I

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Anomaly detection

Event Arrival Times ���2014-09-16 00:00:06

2014-09-16 00:00:09

2014-09-16 00:00:40

2014-09-16 00:00:42

2014-09-16 00:00:45

2014-09-16 00:01:00

2014-09-16 00:01:09

2014-09-16 00:01:11

2014-09-16 00:01:20

2014-09-16 00:02:09

……

5

4

Define KPI and time scale Predict conditional baseline (black line) and probability density given historical data KPI value (green line)

Trigger alert (red dot) if data point significantly above baseline, i.e. outside confidence interval (gray bands)

1 2 3

4

•  4 step process

# ev

ents

Time

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KP

I

time

EASIER

Challenges •  Predict distribution of current value based on past values

–  Uni/Multi variate time series analysis

•  Unify uncertainty metric across all types of input signals to build a global ranking of alarms •  Scale on limited hardware footprint. Real time monitoring of potentially millions of time series •  Keep customer happy (no alarm flooding, limit false positives, rank alarms by severity)

KP

I

time

HARDER

HARD HARD HARD

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Solutions

time

Ano

mal

y in

dica

tor

#eve

nts

•  Data Science: –  Robust to past anomalies

•  No guarantee that ‘training’ data is anomaly free –  Adapt to changes

•  Retrain model –  Cannot rely on labeled data:

•  Understand customer ‘utility function’, business impact of anomalies •  Set thresholds automatically •  Quantify cost of false positives and false negatives

•  Engineering: –  Intelligent caching –  Compression –  Scalable system

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•  Monitor KPIs, such as dropped call rate on each base station in a 4G network •  Detect anomalies •  Infer root cause by analyzing 1000s of other KPIs available on each cell of the network

Use case: Networks analytics

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Architecture of the solution

Data  fusion  &  aggrega/on  

Compute Cluster Analytics Cluster

Intelligent  Cache  Collector

Adapter  1  

Custom  

Adapter  2  

Columnar  Storage  

Anomaly  Detec/on  

User Interface

Time  series  analy/cs  

Rules/  alerts  frame-­‐work  

M2M

Interface w

ith customer

system

Data  streams  

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Conclusion Lessons learned

•  No silver bullet, but multiple methods each with their own pros/cons •  Simple and scalable solution •  Adapt to:

–  data changes –  customer needs

•  API design: –  black-box approach: hide complexity from developers

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Q&A

Nicolas Hohn, Director of Analytics [email protected]

2015